+202.0%
IONQ vs CCL
+39.2%
+162.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +22.9% | +23.2% |
| 7D | +8.6% | +3.1% | +5.5% | +6.4% |
| 30D | -21.1% | +13.7% | -34.8% | -26.6% |
| 3M | -17.9% | +3.8% | -21.7% | -20.4% |
| 6M | -37.9% | +9.3% | -47.2% | -42.3% |
| YTD | -27.3% | -1.1% | -26.2% | -29.4% |
| 1Y | -43.2% | +14.6% | -57.8% | -49.6% |
| 3Y | +191.0% | +146.4% | +44.6% | +66.1% |
| 5Y | +69.3% | +21.9% | +47.4% | +12.5% |
| All | +202.0% | +39.2% | +162.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling